Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-15 0.332261 0.363121 0.396798 0.436501 0.482317 0.533881 0.596809
2025-06-22 0.292043 0.331358 0.376762 0.433747 0.504332 0.590244 0.704909
2025-06-29 0.264444 0.308375 0.361294 0.430984 0.522329 0.641015 0.812378
2025-07-06 0.239344 0.284775 0.341239 0.418379 0.524088 0.668937 0.892541
2025-07-13 0.227101 0.275480 0.337465 0.425294 0.551235 0.733748 1.036961
2025-07-20 0.216566 0.267100 0.333577 0.430867 0.576243 0.798284 1.194665
2025-07-27 0.204970 0.256181 0.324999 0.428429 0.588425 0.844142 1.331149
2025-08-03 0.196324 0.248477 0.319998 0.430290 0.606831 0.902270 1.504591
2025-08-10 0.184045 0.234885 0.305555 0.416442 0.598154 0.912227 1.585045
2025-08-17 0.172389 0.221477 0.290458 0.400230 0.583607 0.909214 1.636966
2025-08-24 0.166032 0.215211 0.285333 0.399064 0.594134 0.953779 1.808178
2025-08-31 0.163994 0.214975 0.289026 0.412120 0.630704 1.054661 2.152103
2025-09-07 0.159273 0.210714 0.286583 0.415312 0.650731 1.127985 2.464234
2025-09-14 0.153527 0.204620 0.280913 0.412550 0.659249 1.178527 2.737244
2025-09-21 0.148265 0.198979 0.275590 0.409895 0.667583 1.230389 3.044374
2025-09-28 0.141430 0.190637 0.265522 0.398144 0.656498 1.234624 3.190466
2025-10-05 0.138905 0.188763 0.265688 0.404556 0.683035 1.336336 3.774733
2025-10-12 0.136286 0.186600 0.265223 0.409726 0.707619 1.439496 4.463804
2025-10-19 0.132405 0.182279 0.260945 0.407458 0.715801 1.500631 5.021470
2025-10-26 0.129512 0.179389 0.258887 0.409186 0.733071 1.592311 5.858012
2025-11-02 0.124162 0.172385 0.249558 0.396316 0.715529 1.576505 6.035073
2025-11-09 0.118695 0.165030 0.239365 0.381229 0.691558 1.537146 6.033633
2025-11-16 0.115968 0.161993 0.236425 0.380144 0.700497 1.603692 6.868061